Title :
Perturbation analysis of algebraic matrix Riccati equations
Author :
Ran, André C M ; Rodman, Leiba
Author_Institution :
Fac. Wiskunde en Inf, Amsterdam, Netherlands
Abstract :
The behavior of real symmetric solutions of an algebraic matrix Riccati equation is studied, when the coefficients of the equation are subject to perturbations. Various classes of stably behaved solutions are introduced, and a sample of results is given describing such solutions. The basic approach is via invariant subspaces of the Hamiltonian matrix
Keywords :
matrix algebra; perturbation techniques; Hamiltonian matrix; algebraic matrix Riccati equations; matrix algebra; perturbations; real symmetric solutions; Discrete wavelet transforms; Educational institutions; Eigenvalues and eigenfunctions; Lagrangian functions; Mathematics; Optimal control; Radio access networks; Riccati equations; Stability; Symmetric matrices;
Conference_Titel :
Decision and Control, 1990., Proceedings of the 29th IEEE Conference on
Conference_Location :
Honolulu, HI
DOI :
10.1109/CDC.1990.203938
